Nonmonotone Proximal Gradient Method for Composite Multiobjective Optimization Problems
提出了两种非单调近端梯度方法（最大型和平均型）求解复合多目标优化问题，证明了序列的聚点均为Pareto稳定点，并通过数值实验验证了方法的有效性。
Abstract In this paper, we introduce proximal gradient methods with non-monotone Armijo line search rule of both kinds, max-type and average-type, to solve composite multiobjective optimization problems (CMOP). Moreover, the convergence analysis is given, and we show that all accumulation points of a sequence generated by both of the two kinds of nonmonotone proximal gradient methods are Pareto stationary points of (CMOP). Finally, we present numerical experiments illustrating the practical performance of these methods